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Quant finance research papers

9383 research papers selected for learning quantitative finance. Highlighted picks come first. Showing 5451–5500; page 110 of 188.

  1. Monetary Easing, Investment and Financial Instability

    Viral Acharya, Guillaume Plantin · 2019 · advanced · risk management

    economic policy · financial stability

  2. Monetary information arrivals and intraday exchange rate volatility: A comparison of the GARCH and the EGARCH models

    Darmoul Mokhtar, Nizar Harrathi · 2007 · intermediate · time series

    foreign exchange · garch · time series · volatility forecasting

  3. Monetary Policy after the Crisis: Threat or Opportunity to Hedge Funds' Alphas?

    Alexander Berglund, Massimo Guidolin, Manuela Pedio · 2018 · intermediate · statistics

    econometrics · hedge funds · hypothesis testing

  4. Monetary policy and asset price bubbles: a laboratory experiment

    Jordi Galí, Giovanni Giusti, Charles N. Noussair · 2020 · intermediate · risk management

    asset pricing · economic policy · financial economics

  5. Monetary Policy and Asset Prices: What Role for Central Banks in New EU Member States?

    Frait, Jan, Komarek, Lubos · 2006 · intermediate · risk management

    risk management

  6. Monetary policy and bank profitability in a low interest rate environment

    Carlo Altavilla, Miguel Boucinha, José-Luis Peydró · 2018 · intermediate · risk management

    banking · interest rates

  7. Monetary policy and bank profitability in a low interest rate environment: a follow-up and a rejoinder

    Goodhart, C. A. E., Kabiri, Ali · 2019 · intermediate · risk management

    banking · economic policy · financial economics · interest rates

  8. Monetary Policy and Bond Option Pricing in an Analytical RBC Model

    Söderlind, Paul · 2003 · advanced · options

    economic policy · fixed income · option pricing

  9. Monetary Policy and Endogenous Financial Crises

    Frédéric Boissay, Fabrice Collard, Jordi Gali · 2023 · advanced · risk management

    economic policy · financial stability

  10. Monetary policy and financial markets: evidence from Twitter traffic

    Donato Masciandaro, Davide Romelli, Gaia Rubera · 2021 · intermediate · machine learning

    machine learning · natural language processing

  11. Monetary Policy and Market Interest Rates

    Ellingsen, Tore, Söderström, Ulf · 1999 · advanced · fixed income

    interest rates

  12. Monetary policy and rational asset price bubbles

    Jordi Galí · 2013 · advanced · other

    asset pricing · economic policy · interest rates

  13. Monetary Policy and the Currency Denomination of Debt: A Tale of Two Equilibria

    Roberto Chang, Andres Velasco · 2004 · advanced · risk management

    financial economics · foreign exchange

  14. Monetary policy at work: Security and credit application registers evidence

    José-Luis Peydró, Andrea Polo, Sette Enrico · 2018 · advanced · risk management

    banking · credit markets · liquidity

  15. Monetary Policy Expectations at the Zero Lower Bound

    Federal Reserve Bank of San Francisco, Michael D. Bauer, Glenn D. Rudebusch · 2015 · advanced · fixed income

    fixed income · interest rates · term structure models · time series

  16. Monetary Policy Rules and Foreign Currency Positions

    Bianca De Paoli, Hande Küçük-Tuger, Jens Søndergaard · 2010 · advanced · portfolio management

    economic policy · financial economics · foreign exchange

  17. Monetary Policy, Credit Risk, and Profitability: The Influence of Relationship Lending on Cooperative Banks' Performance

    Bruno de Menna · 2021 · intermediate · risk management

    banking · credit risk

  18. Monetary transmission under competing corporate finance regimes = Transmisión monetaria bajo regímenes alternativos de finanzas corporativas

    de Grauwe, Paul, Gerba, Eddie · 2017 · intermediate · other

    banking · corporate finance · financial economics

  19. Monetary Uncertainty as a Determinant of the Response of Stock Market to Macroeconomic News

    Mykola Pinchuk · 2022 · intermediate · statistics

    asset pricing · equity markets

  20. Monetary versus macroprudential policies:causal impacts of interest rates andcredit controls in the era of the UKradcliffe report

    Aikman, David, Bush, Oliver, Taylor, Alan M. · 2016 · advanced · risk management

    causal inference · economic policy · interest rates

  21. Money and Velocity During Financial Crises: From the Great Depression to the Great Recession

    Richard G. Anderson, Michael Bordo, John V. Duca · 2016 · intermediate · risk management

    banking · financial economics · time series

  22. Money Illusion and Household Finance

    Thomas A. Stephens, Jean-Robert Tyran · 2016 · intermediate · portfolio management

    behavioral economics · behavioral finance

  23. Money-Back Tontines for Retirement Decumulation: Neural-Network Optimization under Systematic Longevity Risk

    German Nova Orozco, Duy-Minh Dang, Peter A. Forsyth · 2026 · advanced · risk management

    machine learning · neural networks · portfolio management · portfolio optimization · risk management · tail risk

  24. Money, banking and financial markets

    David Andolfatto, Aleksander Berentsen, Fernando M. Martin · 2017 · advanced · risk management

    banking · financial economics

  25. Monitoring a Common Agent: Implications for Financial Contracting

    Khalil, Fahad, Martimort, David, Parigi, Bruno M. · 2004 · advanced · other

    financial economics

  26. Monitoring time-varying systemic risk in sovereign debt and currency markets with generative AI

    Helena Chuliá, Sabuhi Khalili, Jorge M. Uribe · 2024 · advanced · risk management

    deep learning · financial machine learning · foreign exchange · neural networks · systemic risk · time series

  27. Monopoly Pricing of Weather Index Insurance

    Tim J. Boonen, Wenyuan Li, Zixiao Quan · 2025 · advanced · risk management

    insurance · optimization

  28. Monopoly Unveiled: Telecom Breakups in the US and Mexico

    Fausto Hernández Trillo, C. Vladimir Rodríguez-Caballero, Daniel Ventosa-Santaulària · 2024 · intermediate · time series

    econometrics · equity markets · statistics · time series

  29. Monotone 2D Integration Scheme for Mean-CVaR Optimization via Fourier-Trained Transition Kernels

    Duy-Minh Dang, Hao Zhou · 2026 · advanced · portfolio management

    numerical methods · optimization · portfolio optimization · stochastic processes

  30. Monotonic mean-deviation risk measures

    Xia Han, Ruodu Wang, Qinyu Wu · 2023 · advanced · risk management

    risk management

  31. Monotonicity of Normalized Implied-Volatility Coordinates under No-Arbitrage

    Jian Sun · 2026 · advanced · options

    option pricing

  32. Monte Carlo pricing under fast mean-reverting stochastic volatility: the multi-scale limit epsilon to zero

    Laurent Mertz, Olivier Pironneau · 2026 · advanced · options

    monte carlo simulation · numerical methods · option pricing · stochastic processes

  33. Monte-Carlo Option Pricing in Quantum Parallel

    Robert Scriba, Yuying Li, Jingbo B Wang · 2025 · advanced · options

    derivatives · monte carlo simulation · option pricing

  34. MOPO-LSI: A User Guide

    Yong Zheng, Kumar Neelotpal Shukla, Jasmine Xu · 2023 · intermediate · portfolio management

    esg · optimization · portfolio optimization · sustainable investing

  35. Moral Hazard, Aggregate Risk and Nominal Linear Financial Contracts

    Alessandro, CITANNA, Archishman, CHAKRABORTY · 1999 · advanced · risk management

    financial economics

  36. More Competition, Better Buyouts? When Private Equity Sponsors Compete for Deals

    Kim, Y., Mayer, S., Wang, T. · 2026 · advanced · other

    mergers and acquisitions

  37. More hedging instruments may destabilize markets

    Brock, W.A., Hommes, C.H., Wagener, F.O.O. · 2008 · advanced · derivatives

    asset pricing · financial stability · reinforcement learning

  38. More Social Security, Not Less

    William Goetzmann · 2005 · advanced · risk management

    insurance · portfolio management · portfolio optimization · risk management

  39. More Statistical Properties of Order Books and Price Impact

    Marc Potters, Jean-Philippe Bouchaud · 2004 · intermediate · quantitative trading

    market microstructure · statistics

  40. More stylized facts of financial markets: leverage effect and downside correlations

    Jean‐Philippe Bouchaud, Marc Potters · 2001 · intermediate · time series

    equity markets · time series

  41. Mortality and Longevity Risks in the United Kingdom: Dynamic Factor Models and Copula-Functions

    Helena Chuliá, Montserrat Guillén, Jorge M. Uribe · 2015 · advanced · risk management

    copulas · statistics · time series

  42. Mortgage Burnout and Selection Effects in Heterogeneous Cox Hazard Models

    Andrew Lesniewski · 2026 · advanced · fixed income

    stochastic differential equations · stochastic processes

  43. Mortgage Contracts and Underwater Default

    Yerkin Kitapbayev, Scott Robertson · 2020 · advanced · fixed income

    option pricing · real estate

  44. Mortgage hedging in fixed income markets

    Malkhozov, Aytek, Mueller, Philippe, Vedolin, Andrea · 2013 · advanced · fixed income

    fixed income · interest rates · mortgage markets · term structure models

  45. Mortgage risk and the yield curve

    Malkhozov, Aytek, Mueller, Philippe, Vedolin, Andrea · 2016 · advanced · fixed income

    asset pricing · fixed income · interest rates · mortgage markets · term structure models

  46. Mortgage-Rate-Adjusted Home Prices

    Honggao Cao · 2022 · intermediate · statistics

    housing markets

  47. Most claimed statistical findings in cross-sectional return predictability are likely true

    Andrew Y. Chen · 2022 · advanced · statistics

    asset pricing · hypothesis testing · statistical inference · statistics

  48. Most Efficient Homogeneous Volatility Estimators

    D. Sornette, A. Saichev, V. Filimonov · 2009 · advanced · statistics

    statistics · stochastic processes

  49. MOT: A Mixture of Actors Reinforcement Learning Method by Optimal Transport for Algorithmic Trading

    Xi Cheng, Jinghao Zhang, Yunan Zeng · 2024 · advanced · quantitative trading

    algorithmic trading · machine learning · reinforcement learning

  50. MountainLion: A Multi-Modal LLM-Based Agent System for Interpretable and Adaptive Financial Trading

    Siyi Wu, Junqiao Wang, Zhaoyang Guan · 2025 · advanced · machine learning

    cryptocurrencies · large language models · machine learning · natural language processing